The string like `*.*` after your command is a globbing pattern, not a regular expression. It looks similar but it's not. For example `.` in a regexp means "any character" while `.` in a globbing pattern means "literal ." and `?` in a regexp is the equivalent that means "any character".
So in your command lines:
1. `*.*` = any file name that contains "." surrounded by any characters,
2. `*` = all files in your current directory, and
3. `'*'` = the file that's literally named `*`.
When I say "file" above that includes directories. Google "globbing patterns" for more information on their syntax.